Bayesian tail‐risk forecasting using realized GARCH von Contino, Christian, Gerlach, Richard H.

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Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets von Gerlach, Richard H., Chen, Cathy W. S., Chan, Nancy Y. C.

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Estimating quantile families of loss distributions for non-life insurance modelling via L-moments von Peters, Gareth W, Chen, Wilson Ye, Gerlach, Richard H

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The two-sided Weibull distribution and forecasting financial tail risk von Chen, Qian, Gerlach, Richard H.

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Semiparametric GARCH via Bayesian Model Averaging von Chen, Wilson Ye, Gerlach, Richard H.

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Dynamic quantile function models von Chen, Wilson Ye, Peters, Gareth W., Gerlach, Richard H., Sisson, Scott A.

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Falling and explosive, dormant, and rising markets via multiple-regime financial time series models von Chen, Cathy W. S., Gerlach, Richard H., Lin, Ann M. H.

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Estimation and inference for exponential smooth transition nonlinear volatility models von Chen, Cathy W.S., Gerlach, Richard H., Boris Choy, S.T., Lin, Celine

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Multi-regime nonlinear capital asset pricing models von Chen, Cathy W. S., Gerlach, Richard H., Lin, Ann M. H.

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A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models von Hudson, Brent G., Gerlach, Richard H.

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ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS von Chen, Cathy W.S., So, Mike K.P., Gerlach, Richard H.

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Testing for nonlinearity in mean and volatility for heteroskedastic models von Chen, Cathy W.S., Gerlach, Richard H., Tai, Amanda P.J.

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Semiparametric GARCH via Bayesian Model Averaging von Chen, Wilson Ye, Gerlach, Richard H.

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Semiparametric GARCH via Bayesian model averaging von Chen, Wilson Ye, Gerlach, Richard H

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Asymmetric response and interaction of U.S. and local news in financial markets von Chen, Cathy W. S., So, Mike K. P., Gerlach, Richard H.

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Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-moments von Peters, Gareth W, Chen, Wilson Y, Gerlach, Richard H

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Dynamic Quantile Function Models von Chen, Wilson Ye, Peters, Gareth W, Gerlach, Richard H, Sisson, Scott A

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Dynamic Quantile Function Models von Wilson Ye Chen, Peters, Gareth W, Gerlach, Richard H, Sisson, Scott A

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Semiparametric GARCH via Bayesian model averaging von Wilson Ye Chen, Gerlach, Richard H

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ESTIMATION IN RICKER'S TWO-RELEASE METHOD: A BAYESIAN APPROACH von Lee, Shen-Ming, Chen, Cathy W.S., Gerlach, Richard H., Huang, Li-Hui

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